+352.8%
APH vs AFL
+134.0%
+218.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.8% |
| 7D | +0.2% | -0.7% | +0.9% | +0.4% |
| 30D | -3.3% | -7.1% | +3.8% | -1.5% |
| 3M | +14.0% | +0.4% | +13.6% | +13.2% |
| 6M | +24.4% | +4.5% | +19.9% | +21.5% |
| YTD | +21.4% | +6.1% | +15.4% | +17.4% |
| 1Y | +48.9% | +10.6% | +38.4% | +41.0% |
| 3Y | +290.1% | +64.0% | +226.1% | +195.1% |
| 5Y | +352.8% | +133.7% | +219.1% | +168.3% |
| All | +352.8% | +134.0% | +218.8% | +168.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AFL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling